+15.2%
KDP vs NXT
+26.2%
-11.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.8% |
| 7D | +1.3% | -1.1% | +2.4% | +1.2% |
| 30D | +6.0% | -15.3% | +21.3% | +5.5% |
| 3M | +9.2% | -43.8% | +53.0% | +8.3% |
| 6M | +14.7% | -18.7% | +33.3% | +14.2% |
| YTD | +19.2% | -3.0% | +22.2% | +19.8% |
| 1Y | +15.2% | +22.7% | -7.6% | +16.7% |
| All | +15.2% | +26.2% | -11.0% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling